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According to the information you provided, could you please tell me which version of OS you are using? Different version of OS contains
different version of .NET Framework. After I know which version your OS have, I could give you the better way to upgrade.

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I think you applying the update on .NET framework 2.0. If so please download and install .NET Framework 3.5 and install. After that you can try SP1. Or else you can directly install the .NET framework 3.5 SP1 from
here...

According to the information you provided, could you please tell me which version of OS you are using? Different version of OS contains
different version of .NET Framework. After I know which version your OS have, I could give you the better way to upgrade.